Superlattices of YBa2Cu3O7−x/YyPr1−yBa2Cu3O7−x(y=0.8 and 0.0) have been successfully growninsituon MgO and LaAlO3by using a multitarget pulsed laser deposition system. Satellite peaks have been observed in x‐ray diffraction for the superlattices with modulation wavelengths from about few tens of angstroms to few hundred angstroms. The x‐ray diffraction measurements also indicate that the multilayers havecaxis normal to the substrates. Good crystallinity has been observed in the superlattices with He ion backscattering minimum yields of about 10%, indicating highly oriented growth. The presence of a periodic layer structure was further confirmed by the observation of composition oscillations in these structures by secondary‐ion mass spectrometry.